CME Australian Dollar Future December 2018


Trading Metrics calculated at close of trading on 22-Feb-2018
Day Change Summary
Previous Current
21-Feb-2018 22-Feb-2018 Change Change % Previous Week
Open 0.7846 0.7805 -0.0041 -0.5% 0.7841
High 0.7851 0.7856 0.0005 0.1% 0.7961
Low 0.7833 0.7799 -0.0034 -0.4% 0.7820
Close 0.7833 0.7856 0.0023 0.3% 0.7919
Range 0.0018 0.0057 0.0039 216.7% 0.0141
ATR
Volume 2 3 1 50.0% 10
Daily Pivots for day following 22-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8008 0.7989 0.7887
R3 0.7951 0.7932 0.7872
R2 0.7894 0.7894 0.7866
R1 0.7875 0.7875 0.7861 0.7884
PP 0.7837 0.7837 0.7837 0.7842
S1 0.7818 0.7818 0.7851 0.7828
S2 0.7780 0.7780 0.7846
S3 0.7723 0.7761 0.7840
S4 0.7666 0.7704 0.7825
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8323 0.8262 0.7997
R3 0.8182 0.8121 0.7958
R2 0.8041 0.8041 0.7945
R1 0.7980 0.7980 0.7932 0.8010
PP 0.7900 0.7900 0.7900 0.7915
S1 0.7839 0.7839 0.7906 0.7870
S2 0.7759 0.7759 0.7893
S3 0.7618 0.7698 0.7880
S4 0.7477 0.7557 0.7841
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7961 0.7799 0.0162 2.1% 0.0036 0.5% 35% False True 2
10 0.7961 0.7797 0.0164 2.1% 0.0030 0.4% 36% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8098
2.618 0.8005
1.618 0.7948
1.000 0.7913
0.618 0.7891
HIGH 0.7856
0.618 0.7834
0.500 0.7828
0.382 0.7821
LOW 0.7799
0.618 0.7764
1.000 0.7742
1.618 0.7707
2.618 0.7650
4.250 0.7557
Fisher Pivots for day following 22-Feb-2018
Pivot 1 day 3 day
R1 0.7847 0.7869
PP 0.7837 0.7864
S1 0.7828 0.7860

These figures are updated between 7pm and 10pm EST after a trading day.

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